(RT) Applied Portfolio Management
(RT) Applied Portfolio Management
Modulleitung
Studiengänge
Masterstudiengang Innovative Finance (MSc IF 24)
(01.09.2024)
The course is designed to provide students with hands-on experience in managing a wealth management firm through a comprehensive investment management game simulation. The course focuses on strategic and tactical asset allocation, implementing strategies based on financial outlooks and forecasts, evaluating performance (performance attribution), and adapting strategies in the context of existing but uncertain information. Developed through an Erasmus+ project by the University of Liechtenstein and the Free University of Bolzano in collaboration with Cesim, this simulation provides a competitive and realistic environment for students to apply theoretical knowledge to practical scenarios.
Key topics covered in this course include:
Key topics covered in this course include:
- Strategic and Tactical Asset Allocation
- Financial Forecasting and Outlook
- Performance Evaluation and Attribution
- Investment Decision-Making under Uncertainty
- Wealth Management Firm Operations
Lehrmethode
- Interactive simulation-based learning
- Group discussions and strategic planning sessions
- Performance review and feedback sessions
- Case studies and analysis of wealth management strategies
Lernergebnisse
After successful completion of the course, students will
Professional competence
Methodological competence
Social competence
Technological competence
Professional competence
- understand the principles of strategic and tactical asset allocation.
- gain insights into the operations and challenges of running a wealth management firm.
- develop the ability to make informed investment decisions based on financial forecasts.
Methodological competence
- apply financial outlook and forecasting techniques to portfolio management.
- conduct performance evaluation and attribution to assess investment strategies.
- adapt investment strategies in response to uncertain and evolving market information.
Social competence
- collaborate effectively within a team in a competitive simulation environment.
- communicate investment strategies and performance outcomes clearly.
- engage in strategic discussions and decision-making processes.Personal competence
- develop critical thinking and problem-solving skills in portfolio management.
- enhance decision-making abilities under uncertainty.
- reflect on the implications of investment decisions and strategies.
Technological competence
- analyse financial data and performance metrics using relevant tools (Excel, R).
- Leverage technology to enhance strategic decision-making in portfolio management.
Literatur
Students are provided with the lecture slides and supplementary material (e.g., selected journal articles) via Moodle.
Prüfungsmodalitäten
Class participation (60%), Group project documentation (20%), Final presentation (20%); Attendance is mandatory (80%)